Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.354152 0.389548 0.428664 0.475427 0.530253 0.593052 0.671244
2025-11-23 0.318897 0.365498 0.420392 0.490894 0.580668 0.693540 0.850279
2025-11-30 0.289258 0.341307 0.405507 0.492517 0.610733 0.771283 1.016778
2025-12-07 0.265163 0.319900 0.389867 0.488859 0.630775 0.836820 1.180977
2025-12-14 0.245039 0.300877 0.374328 0.481992 0.643538 0.892297 1.343309
2025-12-21 0.226992 0.282627 0.357504 0.470467 0.646540 0.931786 1.488785
2025-12-28 0.218251 0.275961 0.355638 0.479846 0.682225 1.030769 1.778502
2026-01-04 0.212252 0.272397 0.357528 0.494639 0.728401 1.157988 2.182627
2026-01-11 0.201661 0.261440 0.347510 0.489327 0.739071 1.220572 2.468252
2026-01-18 0.195413 0.256238 0.345522 0.496532 0.772753 1.337089 2.962937
2026-01-25 0.183519 0.241987 0.328632 0.477102 0.753959 1.336926 3.116665
2026-02-01 0.172750 0.228851 0.312655 0.457849 0.733090 1.328047 3.241364
2026-02-08 0.166649 0.222598 0.307369 0.457171 0.749772 1.413839 3.776782
2026-02-15 0.164101 0.221540 0.310190 0.470982 0.797947 1.592065 4.880852
2026-02-22 0.159218 0.216589 0.306317 0.472183 0.819719 1.709084 5.891419
2026-03-01 0.153816 0.210539 0.300217 0.468612 0.830420 1.799014 6.924027
2026-03-08 0.148287 0.204018 0.292931 0.462109 0.833489 1.867788 7.980497
2026-03-15 0.142379 0.196639 0.283789 0.451262 0.824921 1.897828 8.840732
2026-03-22 0.140231 0.195172 0.284630 0.460061 0.864932 2.105888 12.033037
2026-03-29 0.139003 0.195112 0.287865 0.473941 0.920326 2.399461 18.273168
2026-04-05 0.134899 0.190154 0.282188 0.468955 0.926004 2.504650 22.785670
2026-04-12 0.132798 0.188409 0.282120 0.475713 0.964556 2.770936 35.381354
2026-04-19 0.127182 0.180600 0.270761 0.457477 0.931019 2.697766 36.376477